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Sorry. It wont happen again.
rgds, Pal
--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <amibroker@xxxx>
wrote:
> Hello,
>
> I expressed it several times that flame wars of any kind will not
be tolerated here.
> As written in Group FAQ:
http://www.egroups.com/files/amibroker/groupfaq.html
>
> What are the guidelines for posting?
> a.. Subscribers that do not use standard list etiquette may be
removed from the list if a subscriber vote indicates that this is
what the list wants
>
> So if I receive 5 more complaints about Pal or anyone else I may be
forced to remove given person, or
> switch him/her into "moderated" status.
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
> ----- Original Message -----
> From: Gary A. Serkhoshian
> To: amibroker@xxxxxxxxxxxxxxx
> Sent: Tuesday, November 04, 2003 2:53 PM
> Subject: [amibroker] STOP THE FLAME WARS NOW !!!!
>
>
> The e-mail below is nothing more than inflamatory, and Pal you
are smart enough to know that.
>
> TJ, you have got to step in or assign someone this duty NOW or
else this board will degenerate into the patheticly useless
TradeStation list.
>
> Respectfully,
> Gary
>
> palsanand <palsanand@xxxx> wrote:
> Hi Mark,
>
> You are magnanimous and indomitable. You are like my big
brother, so
> is Steve. You both have superegos and it is unfortunate that
you
> both could not reconcile your differences yet. I am the loser
and I
> suspect so are others. You must measure what you might gain by
what
> you might lose...
>
> rgds, Pal
> --- In amibroker@xxxxxxxxxxxxxxx, "quanttrader714"
> <quanttrader714@xxxx> wrote:
> > It's late and I've had too much scotch, so one very quick
example
> > which I'll explain the basics of but would like to have
someone else
> > please take a stab at interpreting.
> >
> > To recap the Robustness Criteria, Condensed Version 1-5:
> >
> > 1. Test on small, mid & large cap stocks in bull, bear &
sideways
> > markets.
> > 2. Evaluate performance on top 20% most actively traded
small, mid &
> > large cap stocks.
> > 3. Graph and evaluate system performance consistency (%
profit/trade
> > and % profit/bar) on select stocks.
> > 4. Perform simulation to estimate probability of profit in 10
trades
> > (for select stocks).
> > 5. Perform simulation to estimate future drawdown (for select
> stocks).
> >
> > For this example I picked a stock, any stock. I think
everyone gets
> > what I mean by criteria 1 and 2 (whether they agree or not),
correct
> > me if I'm wrong. I've posted the output of criteria 3-5 in
the
> > example folder in the photos section. Criterion 3 output is
photos
> 1
> > and 2, criterion 4 output is photos 3 and 4, and criterion 5
output
> is
> > photos 5 and 6. I think the criterion 3 graphs are self
> explanatory.
> > On criterion 4, forget how it's calculated for now. It
estimates
> the
> > probability of profit (and how much) at the end of 10
trades. Unit
> of
> > measure is % of starting equity. Looking at the histogram,
the
> > highest bin (the mode of the distribution) is 19.16 -- 29.63
which
> > means approx 15.5% of the time (y axis) the profit at the end
of 10
> > trades fell in this bin, between 19.16% and 29.63% of initial
> equity.
> > The cumulative distribution graph is the histogram in
cumulative
> > form and shows the likelihood that a result falls below the
value on
> > the x axis. For example, 20% of the simulations (of the sum
of 10
> > trades) lost money so you can *estimate* there's an 80%
chance
> you'll
> > be profitable after 10 trades with this. Same unit of
measure for
> max
> > dd and those graphs are read the same way. P.S. Each
simulation was
> > 1000 runs, so the graphs of criterion 3 show one actual pass
through
> > the data by AB, while the others depict the collective
results of
> 1000
> > simulated runs (and include my adjustment factor).
>
>
>
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